Existence of Mild Solutions to Stochastic Neutral Partial Functional Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients


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Authors

  • C. Loganathan Department of Mathematics, Maharaja Arts and Science College, Coimbatore, Tamilnadu, India
  • P. Selvanayaki Department of Mathematics, Maharaja Arts and Science College, Coimbatore, Tamilnadu, India

Keywords:

Neutral functional partial differential equation, mild solution, Wiener integral, fractional Brownian motion

Abstract

This paper presents the results on existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations driven by fractional Brownian motion. Under a non-lipschitz condition being considered as a generalized case of Lipschitz condition with Hurst parameter $\frac{1}{2}\le \mathrm{H}\le 1$. More over some known results are generalized and improved.

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Published

15-08-2017

How to Cite

C. Loganathan, & P. Selvanayaki. (2017). Existence of Mild Solutions to Stochastic Neutral Partial Functional Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients. International Journal of Mathematics And Its Applications, 5(3 - B), 121–130. Retrieved from https://ijmaa.in/index.php/ijmaa/article/view/855

Issue

Vol. 5 No. 3 - B (2017)

Section

Research Article

License

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This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.